Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.31% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 30'089 | 56'236 CHF | 35'022 CHF | 93.97% | 93.97% |
19.11.2024 | 2.51% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 54'783 | 29'797 | 54'251 CHF | 30'176 CHF | 99.69% | 99.69% |
18.11.2024 | 2.10% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 51'769 | 32'115 | 57'227 CHF | 35'294 CHF | 67.20% | 67.20% |
15.11.2024 | 1.66% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 42'130 | 29'795 | 62'069 CHF | 44'011 CHF | 99.69% | 99.69% |
14.11.2024 | 1.47% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 33'683 | 27'873 | 60'148 CHF | 50'256 CHF | 91.60% | 91.60% |
13.11.2024 | 1.36% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 34'372 | 29'227 | 63'852 CHF | 55'016 CHF | 97.14% | 97.14% |
12.11.2024 | 1.32% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 34'849 | 29'251 | 65'974 CHF | 55'860 CHF | 87.59% | 87.59% |
11.11.2024 | 1.34% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 34'352 | 28'839 | 67'163 CHF | 57'130 CHF | 97.58% | 97.58% |
08.11.2024 | 1.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 36'496 | 29'884 | 62'741 CHF | 52'408 CHF | 98.66% | 98.66% |
07.11.2024 | 1.75% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 42'188 | 29'933 | 62'963 CHF | 45'615 CHF | 97.64% | 97.64% |